It is hard to imagine anything more fascinating than automated systems that improve their own performance. The study of learning from data is commercially and scientifically important. This course is designed to give a graduate-level student a thorough grounding in the methodologies, technologies, mathematics and algorithms currently needed by people who do research in learning and data mining or who may need to apply learning or data mining techniques to a target problem. The topics of the course draw from classical statistics, from machine learning, from data mining, from Bayesian statististics and from statistical algorithmics. Students entering the class should have a pre-existing working knowledge of probability, statistics and algorithms, though the class has been designed to allow students with a strong numerate background to catch up and fully participate.